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PFFV vs. PFFA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PFFV and PFFA is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

PFFV vs. PFFA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Variable Rate Preferred ETF (PFFV) and Virtus InfraCap U.S. Preferred Stock ETF (PFFA). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PFFV:

0.72

PFFA:

0.77

Sortino Ratio

PFFV:

1.13

PFFA:

1.22

Omega Ratio

PFFV:

1.15

PFFA:

1.18

Calmar Ratio

PFFV:

0.92

PFFA:

0.77

Martin Ratio

PFFV:

3.46

PFFA:

2.92

Ulcer Index

PFFV:

1.62%

PFFA:

3.19%

Daily Std Dev

PFFV:

7.16%

PFFA:

10.40%

Max Drawdown

PFFV:

-19.02%

PFFA:

-70.52%

Current Drawdown

PFFV:

-2.64%

PFFA:

-5.49%

Returns By Period

In the year-to-date period, PFFV achieves a 0.29% return, which is significantly higher than PFFA's -2.00% return.


PFFV

YTD

0.29%

1M

2.19%

6M

-0.20%

1Y

5.10%

5Y*

N/A

10Y*

N/A

PFFA

YTD

-2.00%

1M

4.95%

6M

-3.85%

1Y

7.87%

5Y*

15.84%

10Y*

N/A

*Annualized

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PFFV vs. PFFA - Expense Ratio Comparison

PFFV has a 0.25% expense ratio, which is lower than PFFA's 1.47% expense ratio.


Risk-Adjusted Performance

PFFV vs. PFFA — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PFFV
The Risk-Adjusted Performance Rank of PFFV is 7272
Overall Rank
The Sharpe Ratio Rank of PFFV is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of PFFV is 6868
Sortino Ratio Rank
The Omega Ratio Rank of PFFV is 6565
Omega Ratio Rank
The Calmar Ratio Rank of PFFV is 7979
Calmar Ratio Rank
The Martin Ratio Rank of PFFV is 7777
Martin Ratio Rank

PFFA
The Risk-Adjusted Performance Rank of PFFA is 7373
Overall Rank
The Sharpe Ratio Rank of PFFA is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of PFFA is 7373
Sortino Ratio Rank
The Omega Ratio Rank of PFFA is 7777
Omega Ratio Rank
The Calmar Ratio Rank of PFFA is 7373
Calmar Ratio Rank
The Martin Ratio Rank of PFFA is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PFFV vs. PFFA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Variable Rate Preferred ETF (PFFV) and Virtus InfraCap U.S. Preferred Stock ETF (PFFA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current PFFV Sharpe Ratio is 0.72, which is comparable to the PFFA Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of PFFV and PFFA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

PFFV vs. PFFA - Dividend Comparison

PFFV's dividend yield for the trailing twelve months is around 7.59%, less than PFFA's 9.72% yield.


TTM2024202320222021202020192018
PFFV
Global X Variable Rate Preferred ETF
7.59%7.33%7.19%6.60%5.15%2.67%0.00%0.00%
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
9.72%9.18%9.56%10.75%7.64%8.54%10.02%5.15%

Drawdowns

PFFV vs. PFFA - Drawdown Comparison

The maximum PFFV drawdown since its inception was -19.02%, smaller than the maximum PFFA drawdown of -70.52%. Use the drawdown chart below to compare losses from any high point for PFFV and PFFA. For additional features, visit the drawdowns tool.


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Volatility

PFFV vs. PFFA - Volatility Comparison

The current volatility for Global X Variable Rate Preferred ETF (PFFV) is 1.73%, while Virtus InfraCap U.S. Preferred Stock ETF (PFFA) has a volatility of 3.01%. This indicates that PFFV experiences smaller price fluctuations and is considered to be less risky than PFFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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